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Quote Updates

CHANNEL
wss://wss.prime.kraken.com/ws/v1
quoteAuthentication Required

Request stream of Quotes. All quote responses are sent as Quote updates. To request a quote, send a QuoteRequest message. The server responds with one or many Quote messages as the streaming prices update.

Subscribe Request​

reqid number required

Request ID - will be echoed back in the response structure.

type string required
Value: subscribe

Request type.

streams array [ required

Array containing the Quote stream configuration.

name string required
Value: Quote

Subscription name.

StartDate string

If provided, the subscription will return quotes for rfqs that were submitted after this time.

EndDate string

If provided, the subscription will return quotes for rfqs that were submitted before this time.

Symbol string

If provided, Symbol of the security to get the orders for.

RFQID string

If provided, filter by RFQID.

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Response​

reqid number required

A number that relates this response to a request.

type string required

The type of message sent.

ts string required

An ISO-8601 UTC string of the form 2019-02-13T05:17:32.000000Z.

initial boolean

If this is initial data for a request, the initial flag will be set.

seqNum number required

The sequence number for this response per request.

action string

"Update" or "Remove" - tells the client if the given entity should be removed or added/updated.

data array [ required

Array of Quote data.

Timestamp string required

Timestamp of the message.

Symbol string required

Symbol of the order security.

Currency string required

Currency of Quantity.

RFQID string

Server assigned RFQID for RFQ Orders.

QuoteReqID string required

Client assigned Quote Req ID for the quote request.

QuoteStatus string required
Possible values: [PendingNew, Open, PendingCancel, Canceled, PendingFill, Filled, Rejected]

Status of the quote.

QuoteID string required

Server assigned ID for this quote update.

QuoteRequestRejectReason string

Quote request reject reason, specified when ExecType=Rejected.

SubmitTime string required

Time of original quote request submission.

OrderQty string required

Order quantity.

AmountCurrency string required

Currency of Amount.

EndTime string required

End time of RFQ.

Side string
Possible values: [Buy, Sell]

Quote side.

TradedPx string

The price of the trade if the quote is filled.

TradedQty string

The quantity of the trade if the quote is filled.

TradedAmt string

The amount of the trade if the quote is filled.

BidPx string

Bid quote price.

BidAmt string

Bid quote amount in units of AmountCurrency.

OfferPx string

Offer quote price.

OfferAmt string

Offer quote amount in units of AmountCurrency.

ValidUntilTime string required

The expire time of the quote.

CustomerUser string

The customer user associated with this quote.

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